-80.4%
PATH vs FSLY
-67.8%
-12.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -4.8% | -22.2% | +17.4% | +2.1% |
| 30D | +2.7% | -19.1% | +21.8% | +7.8% |
| 3M | -4.2% | -15.7% | +11.5% | -3.2% |
| 6M | +24.7% | -23.5% | +48.2% | +22.3% |
| YTD | -17.6% | +106.6% | -124.2% | -50.0% |
| 1Y | -5.3% | +164.3% | -169.6% | -50.4% |
| 3Y | -22.0% | +19.8% | -41.8% | -51.8% |
| 5Y | -76.5% | -61.3% | -15.2% | -82.6% |
| All | -80.4% | -67.8% | -12.7% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling